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Article: Nonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic

TitleNonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic
Authors
KeywordsCounting process
Estimating equation
Intensity function
Local polynomial
Martingale
Multiplicative intensity model
Nonparametric estimation
Issue Date2008
PublisherTaylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03610926.asp
Citation
Communications In Statistics - Theory And Methods, 2008, v. 37 n. 2, p. 294-306 How to Cite?
AbstractThe local polynomial methods and martingale estimating equations are used to develop closed form estimators of the intensity function and its derivatives for multiplicative counting process models. The consistency and asymptotic normality of the estimators are established. The estimator generalizes that proposed by Ramlau-Hansen (1983) with a smaller bias than the Ramlau-Hansen intensity estimator. The derivative estimators give smoother estimates than the Ramlau-Hansen derivative estimators. The proposed estimators are applied to analyze the infection rate and its derivatives of the 2003 Severe Acute Respiratory Syndrome (SARS) epidemic in Beijing, China.
Persistent Identifierhttp://hdl.handle.net/10722/82130
ISSN
2023 Impact Factor: 0.6
2023 SCImago Journal Rankings: 0.446
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorChen, Fen_HK
dc.contributor.authorHuggins, RMen_HK
dc.contributor.authorYip, PSFen_HK
dc.contributor.authorLam, KFen_HK
dc.date.accessioned2010-09-06T08:25:50Z-
dc.date.available2010-09-06T08:25:50Z-
dc.date.issued2008en_HK
dc.identifier.citationCommunications In Statistics - Theory And Methods, 2008, v. 37 n. 2, p. 294-306en_HK
dc.identifier.issn0361-0926en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82130-
dc.description.abstractThe local polynomial methods and martingale estimating equations are used to develop closed form estimators of the intensity function and its derivatives for multiplicative counting process models. The consistency and asymptotic normality of the estimators are established. The estimator generalizes that proposed by Ramlau-Hansen (1983) with a smaller bias than the Ramlau-Hansen intensity estimator. The derivative estimators give smoother estimates than the Ramlau-Hansen derivative estimators. The proposed estimators are applied to analyze the infection rate and its derivatives of the 2003 Severe Acute Respiratory Syndrome (SARS) epidemic in Beijing, China.en_HK
dc.languageengen_HK
dc.publisherTaylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03610926.aspen_HK
dc.relation.ispartofCommunications in Statistics - Theory and Methodsen_HK
dc.subjectCounting processen_HK
dc.subjectEstimating equationen_HK
dc.subjectIntensity functionen_HK
dc.subjectLocal polynomialen_HK
dc.subjectMartingaleen_HK
dc.subjectMultiplicative intensity modelen_HK
dc.subjectNonparametric estimationen_HK
dc.titleNonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemicen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0361-0926&volume=37&spage=294&epage=306&date=2008&atitle=Nonparametric+Estimation+of+Multiplicative+Counting+Process+Intensity+Functions+with+an+Application+to+the+Beijing+SARS+Epidemicen_HK
dc.identifier.emailYip, PSF: sfpyip@hku.hken_HK
dc.identifier.emailLam, KF: hrntlkf@hkucc.hku.hken_HK
dc.identifier.authorityYip, PSF=rp00596en_HK
dc.identifier.authorityLam, KF=rp00718en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1080/03610920701649035en_HK
dc.identifier.scopuseid_2-s2.0-37749010736en_HK
dc.identifier.hkuros147564en_HK
dc.identifier.hkuros144191-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-37749010736&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume37en_HK
dc.identifier.issue2en_HK
dc.identifier.spage294en_HK
dc.identifier.epage306en_HK
dc.identifier.isiWOS:000253264400012-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridChen, F=25928259900en_HK
dc.identifier.scopusauthoridHuggins, RM=7102879186en_HK
dc.identifier.scopusauthoridYip, PSF=7102503720en_HK
dc.identifier.scopusauthoridLam, KF=8948421200en_HK
dc.identifier.issnl0361-0926-

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